+89.3%
MCHP vs VXX
-99.0%
+188.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +2.1% |
| 7D | 0.0% | +2.0% | -1.9% | +0.9% |
| 30D | -6.0% | -7.1% | +1.1% | -8.2% |
| 3M | -19.7% | -28.6% | +9.0% | -27.5% |
| 6M | +14.0% | -44.0% | +58.0% | -3.3% |
| YTD | +18.4% | -31.7% | +50.2% | +9.4% |
| 1Y | +17.1% | -46.3% | +63.5% | +1.8% |
| 3Y | +0.7% | -78.3% | +79.0% | -16.8% |
| 5Y | +5.1% | -95.8% | +100.9% | -41.4% |
| All | +89.3% | -99.0% | +188.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling